+4,850.9%
KNX vs SPY
+2,804.8%
+2,046.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.2% |
| 7D | +6.4% | +0.5% | +5.8% | +5.9% |
| 30D | +1.4% | -0.9% | +2.3% | +2.2% |
| 3M | -12.0% | +3.9% | -15.9% | -14.8% |
| 6M | +25.2% | +14.5% | +10.6% | +12.0% |
| YTD | +36.6% | +12.9% | +23.7% | +23.9% |
| 1Y | +67.6% | +19.4% | +48.2% | +45.2% |
| 3Y | +40.8% | +78.5% | -37.6% | -11.8% |
| 5Y | +43.3% | +81.8% | -38.4% | -11.5% |
| 10Y | +170.1% | +311.5% | -141.4% | -14.2% |
| All | +4,850.9% | +2,804.8% | +2,046.1% | +566.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling